The Pricing and Analysis of Structured Products：An Interest Rate-linked Note and an Equity-linked Note
碩士 === 國立中央大學 === 財務金融研究所 === 100 === This article studies two kinds of structured products: a target redemption interest rate-linked note and an equity-linked note. Through LIBOR market model and Monte Carlo simulation to analysis the risk, rewards and pricing these two products. The interest rate...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70898372233066977009 |